But they aren't tied to a store? When you download a game from Steam, it's just an executable on your box. You could put it on a hard drive and move it wherever you wanted. You don't have to launch games you bought with Steam through Steam. They aren't streamed. They are saved locally to your computer.
You can only download it from that store, sure, but that's not apples to apples. If I buy a game from GameStop, they won't give me another copy for free, just cause I threw away the copy they gave me. Once you download the game, that's what they sold you, and it's notionally your responsibility to keep track of it. Them allowing you to keep downloading new copies forever isn't strictly necessary, and costs them money every time you do it.
And if you can run the games you downloaded without Steam, all you're saying is "there should be other places to buy your games." But there are. Those exist. Less people use them, sure, but what do you propose? Kill Steam because too many people use it to buy their games? Legislate that people are required to shop at other stores?